for (var i in CKEDITOR.instances) {
CKEDITOR.instances[i].on('contentDom', function() {
// The variable *this* here refers to the current instance of the ckeditor
this.document.on('keydown', function(event) {
console.log('key down')
});
});

}

As Dekel pointed out: "You need to access the relevant editor, you should do it with this instead of CKEDITOR.instances[i], because the i variable will change before the call to the callback function will be made".